Probability weighted moments properties for small samples

DOI10.1016/J.SPL.2006.06.009zbMATH Open1106.62125OpenAlexW2059457807WikidataQ57816078 ScholiaQ57816078MaRDI QIDQ871037FDOQ871037

Philippe Naveau, Reinhard Furrer

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.06.009

zbMATH Keywords

\(U\)-statisticsgeneralized Pareto distribution

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to environmental and related topics (62P12) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• A Class of Statistics with Asymptotically Normal Distribution
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Title not available (Why is that?)
• Likelihood-based inference for extreme value model
• A new look at probability-weighted moments estimators
• Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Cited In (3)

• The probability weighted characteristic function and goodness-of-fit testing
• Partially smooth tail-index estimation for small samples
• Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts

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